沪铅期货跨期套利数据回测

本页面展示沪铅期货主连与次主连合约跨期套利历史数据回测分析情况,以下是简要说明:

数据来源

  1. 数据来源于期货交易所官方公布的期货交易数据;
  2. 主连合约指当前主力合约,次主连合约指下一个主力合约,并不是简单的本月合约和次月合约,操作前请严格核对操作标的是否正确;
  3. 为节约服务器资源,数据更新频率为每周六更新;

数据说明

  1. 该页面主要统计了主连与次主连合约历史数据的价格差异;
  2. 所有的差价都是用主连合约数据减去次主连合约所得;
  3. 本页面包含逐日数据对比,汇总的月份数据和年度数据情况;
  4. 通过查看年度、月度以及逐日数据,了解期货跨期价差的历史表现,为投资决策提供参考依据;

学习交流

如果您对期货套利以及其它低风险投资感兴趣,可以关注我们的公众号:财有你我 ,加群交流。

风险提示

注意:历史数据仅供参考,并不能确保100%盈利,投资有风险,决策需谨慎。

数据分析

关于沪铅期货跨期套利的详细数据分析,请查看文章:。

沪铅期货跨期套利年度差价数据

年份 开盘价差均值 开盘价差最小值 开盘价差最大值 收盘价差均值 收盘价差最小值 收盘价差最大值 最高价差均值 最高价差最小值 最高价差最大值 最低价差均值 最低价差最小值 最低价差最大值
暂无数据

沪铅期货跨期套利月度差价数据

月份 开盘价差均值 开盘价差最小值 开盘价差最大值 收盘价差均值 收盘价差最小值 收盘价差最大值 最高价差均值 最高价差最小值 最高价差最大值 最低价差均值 最低价差最小值 最低价差最大值
暂无数据

沪铅期货跨期套利价差逐日数据

日期 主连开盘价 主连收盘价 主连最高价 主连最低价 次主连开盘价 次主连收盘价 次主连最高价 次主连最低价 开盘价差值 收盘价差值 最高价差值 最低价差值
2025-02-14 17150.00 17130.00 17235.00 17105.00 17170.00 17180.00 17250.00 17125.00 -20.00 -50.00 -15.00 -20.00
2025-02-13 17140.00 17145.00 17175.00 17085.00 17160.00 17160.00 17200.00 17105.00 -20.00 -15.00 -25.00 -20.00
2025-02-12 17065.00 17145.00 17185.00 17020.00 17110.00 17170.00 17205.00 17040.00 -45.00 -25.00 -20.00 -20.00
2025-02-11 17100.00 17130.00 17220.00 17085.00 17125.00 17135.00 17220.00 17085.00 -25.00 -5.00 0.00 0.00
2025-02-10 17210.00 17160.00 17230.00 17100.00 17200.00 17145.00 17230.00 17120.00 10.00 15.00 0.00 -20.00
2025-02-07 17060.00 17175.00 17180.00 17015.00 17015.00 17185.00 17190.00 17015.00 45.00 -10.00 -10.00 0.00
2025-02-06 17050.00 17040.00 17175.00 17010.00 17045.00 17055.00 17175.00 16985.00 5.00 -15.00 0.00 25.00
2025-02-05 16750.00 17095.00 17110.00 16750.00 16705.00 17070.00 17085.00 16705.00 45.00 25.00 25.00 45.00
2025-01-27 16720.00 16675.00 16840.00 16625.00 16715.00 16640.00 16770.00 16585.00 5.00 35.00 70.00 40.00
2025-01-24 16775.00 16730.00 16820.00 16730.00 16735.00 16730.00 16800.00 16710.00 40.00 0.00 20.00 20.00
2025-01-23 16855.00 16705.00 16870.00 16645.00 16815.00 16715.00 16860.00 16640.00 40.00 -10.00 10.00 5.00
2025-01-22 16650.00 16780.00 16830.00 16605.00 16645.00 16785.00 16850.00 16590.00 5.00 -5.00 -20.00 15.00
2025-01-21 16785.00 16690.00 16875.00 16670.00 16765.00 16660.00 16850.00 16655.00 20.00 30.00 25.00 15.00
2025-01-20 16690.00 16785.00 16840.00 16635.00 16645.00 16770.00 16820.00 16625.00 45.00 15.00 20.00 10.00
2025-01-17 16665.00 16655.00 16780.00 16625.00 16680.00 16685.00 16795.00 16630.00 -15.00 -30.00 -15.00 -5.00
2025-01-16 16500.00 16645.00 16660.00 16480.00 16535.00 16650.00 16660.00 16475.00 -35.00 -5.00 0.00 5.00
2025-01-15 16530.00 16535.00 16680.00 16510.00 16570.00 16545.00 16690.00 16520.00 -40.00 -10.00 -10.00 -10.00
2025-01-14 16570.00 16520.00 16580.00 16420.00 16515.00 16520.00 16565.00 16435.00 55.00 0.00 15.00 -15.00
2025-01-13 16665.00 16570.00 16725.00 16520.00 16625.00 16570.00 16720.00 16525.00 40.00 0.00 5.00 -5.00
2025-01-10 16440.00 16600.00 16630.00 16305.00 16505.00 16595.00 16635.00 16340.00 -65.00 5.00 -5.00 -35.00
2025-01-09 16680.00 16505.00 16690.00 16455.00 16700.00 16515.00 16700.00 16485.00 -20.00 -10.00 -10.00 -30.00
2025-01-08 16755.00 16735.00 16805.00 16710.00 16755.00 16730.00 16810.00 16715.00 0.00 5.00 -5.00 -5.00
2025-01-07 16795.00 16730.00 16810.00 16660.00 16815.00 16720.00 16820.00 16670.00 -20.00 10.00 -10.00 -10.00
2025-01-06 16615.00 16730.00 16820.00 16615.00 16700.00 16740.00 16810.00 16650.00 -85.00 -10.00 10.00 -35.00
2025-01-03 16795.00 16685.00 16855.00 16620.00 16785.00 16695.00 16870.00 16645.00 10.00 -10.00 -15.00 -25.00
2025-01-02 16870.00 16825.00 16905.00 16740.00 16795.00 16835.00 16925.00 16755.00 75.00 -10.00 -20.00 -15.00
2024-12-31 16790.00 16765.00 16820.00 16720.00 16840.00 16795.00 16845.00 16740.00 -50.00 -30.00 -25.00 -20.00
2024-12-30 16880.00 16795.00 16915.00 16760.00 16980.00 16830.00 16980.00 16795.00 -100.00 -35.00 -65.00 -35.00
2024-12-27 17335.00 16850.00 17385.00 16825.00 17350.00 16885.00 17400.00 16850.00 -15.00 -35.00 -15.00 -25.00
2024-12-26 17350.00 17340.00 17455.00 17330.00 17385.00 17325.00 17440.00 17300.00 -35.00 15.00 15.00 30.00
2024-12-25 17400.00 17410.00 17470.00 17320.00 17400.00 17420.00 17485.00 17340.00 0.00 -10.00 -15.00 -20.00
2024-12-24 17415.00 17370.00 17505.00 17360.00 17440.00 17320.00 17445.00 17320.00 -25.00 50.00 60.00 40.00
2024-12-23 17445.00 17540.00 17645.00 17370.00 17340.00 17490.00 17585.00 17330.00 105.00 50.00 60.00 40.00
2024-12-20 17415.00 17360.00 17430.00 17280.00 17335.00 17320.00 17380.00 17240.00 80.00 40.00 50.00 40.00
2024-12-19 17410.00 17420.00 17515.00 17360.00 17280.00 17375.00 17465.00 17280.00 130.00 45.00 50.00 80.00
2024-12-18 17595.00 17295.00 17775.00 17275.00 17630.00 17340.00 17805.00 17320.00 -35.00 -45.00 -30.00 -45.00
2024-12-17 17470.00 17560.00 17625.00 17390.00 17510.00 17585.00 17660.00 17430.00 -40.00 -25.00 -35.00 -40.00
2024-12-16 17355.00 17500.00 17500.00 17270.00 17395.00 17530.00 17535.00 17315.00 -40.00 -30.00 -35.00 -45.00
2024-12-13 17460.00 17380.00 17540.00 17360.00 17470.00 17400.00 17545.00 17375.00 -10.00 -20.00 -5.00 -15.00
2024-12-12 17690.00 17455.00 17705.00 17420.00 17680.00 17485.00 17695.00 17440.00 10.00 -30.00 10.00 -20.00
2024-12-11 17720.00 17665.00 17720.00 17570.00 17650.00 17655.00 17715.00 17560.00 70.00 10.00 5.00 10.00
2024-12-10 17775.00 17670.00 17825.00 17630.00 17745.00 17660.00 17810.00 17610.00 30.00 10.00 15.00 20.00
2024-12-09 17740.00 17740.00 17800.00 17540.00 17735.00 17700.00 17765.00 17505.00 5.00 40.00 35.00 35.00
2024-12-06 17610.00 17770.00 17910.00 17600.00 17620.00 17755.00 17870.00 17585.00 -10.00 15.00 40.00 15.00
2024-12-05 17560.00 17610.00 17715.00 17530.00 17580.00 17585.00 17675.00 17520.00 -20.00 25.00 40.00 10.00
2024-12-04 17430.00 17610.00 17635.00 17405.00 17490.00 17595.00 17620.00 17395.00 -60.00 15.00 15.00 10.00
2024-12-03 17635.00 17455.00 17760.00 17435.00 17605.00 17455.00 17710.00 17425.00 30.00 0.00 50.00 10.00
2024-12-02 17355.00 17630.00 17660.00 17235.00 17380.00 17570.00 17630.00 17255.00 -25.00 60.00 30.00 -20.00
2024-11-29 17375.00 17395.00 17430.00 17325.00 17330.00 17385.00 17435.00 17325.00 45.00 10.00 -5.00 0.00
2024-11-28 17250.00 17300.00 17470.00 17220.00 17280.00 17300.00 17460.00 17235.00 -30.00 0.00 10.00 -15.00
2024-11-27 17220.00 17235.00 17320.00 17180.00 17190.00 17170.00 17265.00 17125.00 30.00 65.00 55.00 55.00
2024-11-26 17185.00 17200.00 17270.00 17085.00 17190.00 17160.00 17205.00 17030.00 -5.00 40.00 65.00 55.00
2024-11-25 16955.00 17190.00 17285.00 16935.00 16975.00 17150.00 17240.00 16895.00 -20.00 40.00 45.00 40.00
2024-11-22 16925.00 16975.00 17005.00 16855.00 16835.00 16940.00 16965.00 16800.00 90.00 35.00 40.00 55.00
2024-11-21 17060.00 16925.00 17080.00 16895.00 16990.00 16890.00 17030.00 16860.00 70.00 35.00 50.00 35.00
2024-11-20 16785.00 16955.00 16990.00 16770.00 16805.00 16990.00 17010.00 16805.00 -20.00 -35.00 -20.00 -35.00
2024-11-19 16740.00 16790.00 16835.00 16730.00 16790.00 16825.00 16875.00 16775.00 -50.00 -35.00 -40.00 -45.00
2024-11-18 16760.00 16765.00 16815.00 16650.00 16850.00 16805.00 16850.00 16690.00 -90.00 -40.00 -35.00 -40.00
2024-11-15 16850.00 16760.00 16880.00 16720.00 16895.00 16795.00 16910.00 16775.00 -45.00 -35.00 -30.00 -55.00
2024-11-14 17140.00 16905.00 17150.00 16855.00 17135.00 16940.00 17150.00 16895.00 5.00 -35.00 0.00 -40.00
2024-11-13 16970.00 17175.00 17295.00 16970.00 17025.00 17170.00 17265.00 17000.00 -55.00 5.00 30.00 -30.00
2024-11-12 16935.00 16995.00 17045.00 16875.00 16950.00 17000.00 17060.00 16895.00 -15.00 -5.00 -15.00 -20.00
2024-11-11 16855.00 16945.00 16945.00 16770.00 16860.00 16965.00 16965.00 16815.00 -5.00 -20.00 -20.00 -45.00
2024-11-08 16950.00 16890.00 16950.00 16810.00 16975.00 16920.00 16985.00 16840.00 -25.00 -30.00 -35.00 -30.00
2024-11-07 16715.00 16900.00 16940.00 16655.00 16715.00 16940.00 16970.00 16685.00 0.00 -40.00 -30.00 -30.00
2024-11-06 16755.00 16690.00 16775.00 16620.00 16765.00 16720.00 16800.00 16670.00 -10.00 -30.00 -25.00 -50.00
2024-11-05 16810.00 16755.00 16875.00 16740.00 16825.00 16800.00 16895.00 16770.00 -15.00 -45.00 -20.00 -30.00
2024-11-04 16885.00 16855.00 16945.00 16690.00 16940.00 16880.00 16960.00 16710.00 -55.00 -25.00 -15.00 -20.00
2024-11-01 16650.00 16840.00 16900.00 16550.00 16685.00 16860.00 16915.00 16570.00 -35.00 -20.00 -15.00 -20.00
2024-10-31 16705.00 16620.00 16775.00 16610.00 16755.00 16655.00 16790.00 16640.00 -50.00 -35.00 -15.00 -30.00
2024-10-30 16560.00 16730.00 16770.00 16535.00 16575.00 16675.00 16725.00 16515.00 -15.00 55.00 45.00 20.00
2024-10-29 16745.00 16610.00 16785.00 16605.00 16650.00 16580.00 16750.00 16575.00 95.00 30.00 35.00 30.00
2024-10-28 16770.00 16785.00 16835.00 16665.00 16700.00 16730.00 16795.00 16620.00 70.00 55.00 40.00 45.00
2024-10-25 16895.00 16770.00 16900.00 16725.00 16800.00 16710.00 16855.00 16690.00 95.00 60.00 45.00 35.00
2024-10-24 16690.00 16845.00 16865.00 16650.00 16700.00 16880.00 16890.00 16680.00 -10.00 -35.00 -25.00 -30.00
2024-10-23 16810.00 16740.00 16870.00 16690.00 16800.00 16765.00 16870.00 16725.00 10.00 -25.00 0.00 -35.00
2024-10-22 16740.00 16785.00 16850.00 16610.00 16760.00 16785.00 16860.00 16655.00 -20.00 0.00 -10.00 -45.00
2024-10-21 16805.00 16740.00 16875.00 16670.00 16810.00 16780.00 16890.00 16710.00 -5.00 -40.00 -15.00 -40.00
2024-10-18 16595.00 16760.00 16770.00 16550.00 16620.00 16795.00 16795.00 16600.00 -25.00 -35.00 -25.00 -50.00
2024-10-17 16830.00 16585.00 16890.00 16570.00 16860.00 16635.00 16905.00 16625.00 -30.00 -50.00 -15.00 -55.00
2024-10-16 16495.00 16790.00 16810.00 16460.00 16490.00 16810.00 16830.00 16490.00 5.00 -20.00 -20.00 -30.00
2024-10-15 16520.00 16505.00 16575.00 16450.00 16550.00 16530.00 16620.00 16500.00 -30.00 -25.00 -45.00 -50.00
2024-10-14 16805.00 16620.00 16980.00 16590.00 16805.00 16660.00 17000.00 16630.00 0.00 -40.00 -20.00 -40.00
2024-10-11 16525.00 16725.00 16740.00 16525.00 16575.00 16740.00 16760.00 16560.00 -50.00 -15.00 -20.00 -35.00
2024-10-10 16665.00 16525.00 16685.00 16515.00 16725.00 16555.00 16725.00 16545.00 -60.00 -30.00 -40.00 -30.00
2024-10-09 16825.00 16745.00 16960.00 16740.00 16830.00 16785.00 16995.00 16770.00 -5.00 -40.00 -35.00 -30.00
2024-10-08 17090.00 16880.00 17100.00 16830.00 17295.00 16910.00 17295.00 16870.00 -205.00 -30.00 -195.00 -40.00
2024-09-30 16900.00 17055.00 17085.00 16815.00 16860.00 16735.00 17385.00 16670.00 40.00 320.00 -300.00 145.00
2024-09-27 16850.00 16925.00 17080.00 16765.00 16820.00 16835.00 17020.00 16740.00 30.00 90.00 60.00 25.00
2024-09-26 16555.00 16725.00 16755.00 16535.00 16570.00 16705.00 16725.00 16530.00 -15.00 20.00 30.00 5.00
2024-09-25 16750.00 16510.00 16780.00 16500.00 16775.00 16525.00 16790.00 16515.00 -25.00 -15.00 -10.00 -15.00
2024-09-24 16530.00 16655.00 16715.00 16495.00 16500.00 16690.00 16730.00 16470.00 30.00 -35.00 -15.00 25.00
2024-09-23 16520.00 16430.00 16545.00 16285.00 16550.00 16430.00 16555.00 16320.00 -30.00 0.00 -10.00 -35.00
2024-09-20 16610.00 16595.00 16710.00 16540.00 16590.00 16610.00 16715.00 16545.00 20.00 -15.00 -5.00 -5.00
2024-09-19 16510.00 16540.00 16570.00 16245.00 16500.00 16555.00 16580.00 16290.00 10.00 -15.00 -10.00 -45.00
2024-09-18 16555.00 16440.00 16630.00 16335.00 16600.00 16440.00 16625.00 16350.00 -45.00 0.00 5.00 -15.00
2024-09-13 16790.00 16715.00 16860.00 16705.00 16755.00 16700.00 16825.00 16690.00 35.00 15.00 35.00 15.00
2024-09-12 16635.00 16750.00 16780.00 16525.00 16610.00 16715.00 16755.00 16505.00 25.00 35.00 25.00 20.00
2024-09-11 16410.00 16585.00 16620.00 16345.00 16405.00 16570.00 16595.00 16320.00 5.00 15.00 25.00 25.00
2024-09-10 16475.00 16410.00 16490.00 16280.00 16430.00 16400.00 16480.00 16240.00 45.00 10.00 10.00 40.00
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